A note on the behavior of Chinese commodity markets
Year of publication: |
2021
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Authors: | Fan, John Hua ; Todorova, Neda |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-7
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Subject: | China | Commodity futures | Herding | Noise | Quantile regression | Volatility | Rohstoffderivat | Commodity derivative | Volatilität | Herdenverhalten | Regressionsanalyse | Regression analysis | Rohstoffmarkt | Commodity market |
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